strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
idxctrl_20250319_154554
9 mt_961_use2018_best_save_rnk500_idxctrl 70.16 50.44 -3.74 -8.33 -3.74 112.71 735.66 874.60 955.05
10 mt_961_use2023_best_save_rnk500_idxctrl 68.28 48.56 -5.62 -10.21 -5.62 110.83 733.78 872.72 953.17
18 mt_962_use2018_last_save_rnk500_idxctrl 57.56 37.83 -16.35 -20.94 -16.35 100.10 723.06 861.99 942.45
19 mt_961_use2024_best_save_rnk500_idxctrl 57.27 37.55 -16.63 -21.22 -16.63 99.82 722.77 861.71 942.17
20 mt_961_use2024_last_save_rnk500_idxctrl 56.89 37.17 -17.01 -21.60 -17.02 99.43 722.39 861.32 941.78
25 mt_961_use2023_last_save_rnk500_idxctrl 55.30 35.58 -18.60 -23.19 -18.60 97.85 720.80 859.74 940.20
26 mt_961_use2018_last_save_rnk500_idxctrl 54.58 34.86 -19.32 -23.91 -19.32 97.13 720.08 859.02 939.48
27 mt_961_use2016_best_save_rnk500_idxctrl 53.13 33.41 -20.77 -25.36 -20.77 95.68 718.63 857.57 938.02
29 mt_962_use2008_last_save_rnk500_idxctrl 51.11 31.39 -22.79 -27.38 -22.79 93.66 716.61 855.55 936.00
30 mt_962_use2008_best_save_rnk500_idxctrl 50.71 30.99 -23.19 -27.78 -23.19 93.26 716.21 855.15 935.61
31 mt_961_use2019_last_save_rnk500_idxctrl 50.56 30.84 -23.34 -27.93 -23.34 93.10 716.06 854.99 935.45
33 mt_961_use2019_best_save_rnk500_idxctrl 50.29 30.57 -23.61 -28.20 -23.61 92.84 715.79 854.73 935.18
35 mt_961_use2016_last_save_rnk500_idxctrl 50.23 30.51 -23.67 -28.26 -23.67 92.78 715.73 854.67 935.13
40 mt_961_use2022_last_save_rnk500_idxctrl 45.77 26.05 -28.13 -32.72 -28.13 88.31 711.27 850.20 930.66
45 mt_961_use2008_best_save_rnk500_idxctrl 44.03 24.31 -29.87 -34.46 -29.87 86.58 709.53 848.47 928.93
50 mt_961_use2017_best_save_rnk500_idxctrl 41.44 21.72 -32.46 -37.05 -32.46 83.99 706.94 845.88 926.33
54 mt_961_use2008_last_save_rnk500_idxctrl 41.06 21.33 -32.85 -37.43 -32.85 83.60 706.56 845.49 925.95
57 mt_961_use2022_best_save_rnk500_idxctrl 40.37 20.65 -33.53 -38.12 -33.53 82.91 705.87 844.80 925.26
58 mt_962_use2018_best_save_rnk500_idxctrl 40.12 20.40 -33.78 -38.37 -33.78 82.67 705.62 844.56 925.02
63 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 39.42 19.70 -34.48 -39.07 -34.48 81.96 704.92 843.85 924.31
64 mt_962_use2009_last_save_rnk500_idxctrl 39.40 19.68 -34.50 -39.09 -34.50 81.95 704.90 843.84 924.30
65 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 39.26 19.54 -34.64 -39.23 -34.64 81.81 704.76 843.70 924.16
66 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 38.83 19.11 -35.07 -39.66 -35.08 81.37 704.33 843.26 923.72
70 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 37.88 18.16 -36.02 -40.61 -36.02 80.43 703.38 842.32 922.78
71 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 37.71 17.99 -36.20 -40.78 -36.20 80.25 703.21 842.14 922.60
72 mt_962_use2011_best_save_rnk500_idxctrl 37.61 17.89 -36.29 -40.88 -36.29 80.16 703.11 842.05 922.51
73 mt_961_use2012_best_save_rnk500_idxctrl 37.38 17.66 -36.52 -41.11 -36.52 79.92 702.88 841.81 922.27
74 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 37.23 17.51 -36.67 -41.26 -36.67 79.78 702.73 841.67 922.13
76 mt_962_use2009_best_save_rnk500_idxctrl 36.90 17.18 -37.00 -41.59 -37.00 79.45 702.40 841.34 921.79
83 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 34.87 15.15 -39.03 -43.62 -39.03 77.42 700.37 839.31 919.76
84 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 34.87 15.15 -39.03 -43.62 -39.03 77.42 700.37 839.31 919.76
85 multin_zz1000_61002_idxctrl_pv_rm_fnd 34.72 15.00 -39.18 -43.77 -39.18 77.26 700.22 839.15 919.61
86 multin_zz1000_61004_idxctrl_pv_rm_fnd 34.72 15.00 -39.18 -43.77 -39.18 77.26 700.22 839.15 919.61
87 mt_961_use2021_last_save_rnk500_idxctrl 34.56 14.84 -39.35 -43.93 -39.35 77.10 700.06 838.99 919.45
88 mt_961_use2020_best_save_rnk500_idxctrl 34.44 14.72 -39.46 -44.05 -39.46 76.98 699.94 838.87 919.33
89 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 34.34 14.62 -39.56 -44.15 -39.56 76.88 699.84 838.77 919.23
90 multin_zz1000_61001_idxctrl_pv_rm_fnd 34.24 14.52 -39.66 -44.25 -39.66 76.78 699.74 838.67 919.13
96 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 33.09 13.37 -40.81 -45.40 -40.81 75.64 698.59 837.53 917.99
98 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 32.91 13.19 -40.99 -45.58 -40.99 75.45 698.41 837.34 917.80
99 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 32.86 13.14 -41.04 -45.63 -41.04 75.40 698.36 837.29 917.75
102 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 32.54 12.82 -41.36 -45.95 -41.36 75.08 698.04 836.97 917.43
103 multin_zz500_61004_idxctrl_zz500_pv 32.52 12.80 -41.38 -45.97 -41.38 75.06 698.02 836.95 917.41
104 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 32.44 12.72 -41.46 -46.05 -41.46 74.98 697.94 836.87 917.33
106 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 32.35 12.63 -41.55 -46.14 -41.55 74.90 697.85 836.79 917.25
107 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 32.32 12.60 -41.58 -46.17 -41.58 74.87 697.82 836.76 917.21
108 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 32.12 12.40 -41.78 -46.37 -41.78 74.67 697.62 836.56 917.02
109 multin_zz500_61002_idxctrl_zz500_pv 32.10 12.38 -41.80 -46.39 -41.80 74.65 697.60 836.54 916.99
110 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 31.96 12.24 -41.94 -46.53 -41.94 74.50 697.46 836.39 916.85
111 mt_961_use2020_last_save_rnk500_idxctrl 31.91 12.19 -41.99 -46.58 -41.99 74.46 697.41 836.35 916.80
112 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 31.74 12.02 -42.16 -46.75 -42.16 74.29 697.24 836.18 916.63
113 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 31.64 11.92 -42.26 -46.85 -42.26 74.19 697.14 836.08 916.54
114 multin_zz500_61001_idxctrl_zz500_pv 31.62 11.90 -42.28 -46.87 -42.29 74.16 697.12 836.05 916.51
115 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 31.56 11.84 -42.34 -46.93 -42.34 74.11 697.06 836.00 916.46
116 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 31.53 11.81 -42.37 -46.96 -42.37 74.07 697.03 835.96 916.42
117 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 31.47 11.75 -42.43 -47.02 -42.43 74.02 696.97 835.91 916.36
118 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 31.36 11.64 -42.54 -47.13 -42.54 73.91 696.86 835.80 916.25
121 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 31.07 11.35 -42.83 -47.42 -42.83 73.62 696.57 835.51 915.96
122 mt_961_use2012_last_save_rnk500_idxctrl 31.00 11.28 -42.90 -47.49 -42.90 73.54 696.50 835.43 915.89
123 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 30.46 10.74 -43.45 -48.03 -43.45 73.00 695.96 834.89 915.35
124 mt_962_use2016_best_save_rnk500_idxctrl 30.42 10.70 -43.48 -48.07 -43.48 72.97 695.92 834.86 915.32
131 mt_961_use2011_last_save_rnk500_idxctrl 28.65 8.93 -45.25 -49.84 -45.25 71.20 694.15 833.09 913.55
137 mt_961_use2013_last_save_rnk500_idxctrl 27.58 7.86 -46.32 -50.91 -46.32 70.13 693.08 832.02 912.48
139 mt_962_use2011_last_save_rnk500_idxctrl 26.51 6.79 -47.39 -51.98 -47.39 69.06 692.01 830.95 911.41
142 mt_961_use2009_last_save_rnk500_idxctrl 26.17 6.45 -47.73 -52.32 -47.73 68.72 691.67 830.61 911.06
146 multin_zz1000_61002_idxctrl_pv 25.28 5.56 -48.63 -53.21 -48.63 67.82 690.78 829.71 910.17
147 multin_zz1000_61004_idxctrl_pv 25.28 5.56 -48.63 -53.21 -48.63 67.82 690.78 829.71 910.17
148 multin_zz1000_61004_idxctrl_pv_rm_blc 25.13 5.41 -48.77 -53.36 -48.78 67.67 690.63 829.56 910.02
149 multin_zz1000_61002_idxctrl_pv_rm_blc 25.13 5.41 -48.77 -53.36 -48.78 67.67 690.63 829.56 910.02
151 mt_962_use2016_last_save_rnk500_idxctrl 24.60 4.88 -49.30 -53.89 -49.30 67.15 690.10 829.04 909.50
153 multin_zz1000_61001_idxctrl_pv 24.32 4.59 -49.59 -54.17 -49.59 66.86 689.82 828.75 909.21
154 multin_zz1000_61001_idxctrl_pv_rm_blc 24.13 4.41 -49.77 -54.36 -49.77 66.67 689.63 828.56 909.02
156 mt_961_use2011_best_save_rnk500_idxctrl 24.01 4.29 -49.89 -54.48 -49.89 66.56 689.52 828.45 908.91
159 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 23.43 3.71 -50.48 -55.06 -50.48 65.97 688.93 827.86 908.32
160 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 23.42 3.70 -50.48 -55.07 -50.48 65.97 688.92 827.86 908.32
161 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 23.36 3.64 -50.54 -55.13 -50.54 65.90 688.86 827.79 908.25
162 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 23.35 3.63 -50.55 -55.14 -50.55 65.90 688.85 827.79 908.25
163 mt_961_use2009_best_save_rnk500_idxctrl 23.25 3.53 -50.65 -55.24 -50.65 65.79 688.75 827.68 908.14
164 mt_962_use2010_best_save_rnk500_idxctrl 22.83 3.11 -51.07 -55.66 -51.07 65.38 688.33 827.27 907.72
166 mt_962_use2017_last_save_rnk500_idxctrl 22.60 2.88 -51.30 -55.89 -51.30 65.14 688.10 827.03 907.49
167 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 22.08 2.36 -51.82 -56.41 -51.82 64.62 687.58 826.51 906.97
168 mt_961_use2010_best_save_rnk500_idxctrl 21.96 2.24 -51.94 -56.53 -51.94 64.51 687.46 826.40 906.86
169 multin_zz1000_61002_idxctrl_top3800_pv 21.91 2.19 -52.00 -56.58 -52.00 64.45 687.41 826.34 906.80
172 mt_962_use2019_last_save_rnk500_idxctrl 21.30 1.58 -52.60 -57.19 -52.60 63.84 686.80 825.73 906.19
175 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 21.16 1.44 -52.74 -57.33 -52.74 63.71 686.66 825.60 906.05
176 mt_962_use2024_best_save_rnk500_idxctrl 21.15 1.43 -52.75 -57.34 -52.75 63.70 686.65 825.59 906.05
178 multin_zz1000_61004_idxctrl_top3800_pv 20.81 1.09 -53.09 -57.68 -53.09 63.36 686.31 825.25 905.70
179 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 20.66 0.93 -53.25 -57.84 -53.25 63.20 686.16 825.09 905.55
180 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 20.65 0.93 -53.25 -57.84 -53.25 63.20 686.15 825.09 905.54
182 multin_zz1000_61004_idxctrl_50010002000_pv 20.53 0.81 -53.37 -57.96 -53.38 63.07 686.03 824.96 905.42
183 multin_zz1000_61002_idxctrl_50010002000_pv 20.53 0.81 -53.37 -57.96 -53.37 63.07 686.03 824.96 905.42
185 mt_961_use2017_last_save_rnk500_idxctrl 20.23 0.51 -53.67 -58.26 -53.67 62.78 685.73 824.67 905.13
188 mt_962_use2010_last_save_rnk500_idxctrl 19.99 0.27 -53.91 -58.50 -53.91 62.54 685.49 824.43 904.89
199 multin_zz1000_61004_idxctrl_zz1000_pv 17.38 -2.34 -56.52 -61.11 -56.52 59.92 682.88 821.81 902.27
200 multin_zz1000_61002_idxctrl_zz1000_pv 17.23 -2.49 -56.67 -61.26 -56.67 59.78 682.73 821.67 902.13
204 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 16.75 -2.97 -57.15 -61.74 -57.15 59.30 682.25 821.19 901.65
205 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 16.60 -3.12 -57.30 -61.89 -57.30 59.15 682.10 821.04 901.49
207 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 15.80 -3.92 -58.10 -62.69 -58.10 58.34 681.30 820.23 900.69
210 multin_zz1000_61001_idxctrl_top3800_pv 15.71 -4.01 -58.19 -62.78 -58.19 58.25 681.21 820.14 900.60
214 multin_zz1000_61001_idxctrl_zz1000_pv 15.01 -4.71 -58.89 -63.48 -58.89 57.56 680.51 819.45 899.90
219 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 14.56 -5.16 -59.34 -63.93 -59.34 57.11 680.06 819.00 899.45
221 multin_zz1000_61001_idxctrl_50010002000_pv 14.52 -5.20 -59.39 -63.97 -59.39 57.06 680.02 818.95 899.41
222 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 14.34 -5.38 -59.56 -64.15 -59.56 56.88 679.84 818.77 899.23
226 mt_961_use2014_last_save_rnk500_idxctrl 13.78 -5.94 -60.13 -64.71 -60.13 56.32 679.28 818.21 898.67
230 mt_961_use2015_last_save_rnk500_idxctrl 13.42 -6.30 -60.48 -65.07 -60.48 55.96 678.92 817.85 898.31
235 mt_962_use2013_last_save_rnk500_idxctrl 12.20 -7.52 -61.70 -66.29 -61.70 54.75 677.71 816.64 897.10
237 mt_962_use2015_last_save_rnk500_idxctrl 12.06 -7.66 -61.84 -66.43 -61.84 54.61 677.56 816.50 896.95
244 mt_962_use2012_last_save_rnk500_idxctrl 11.22 -8.50 -62.68 -67.27 -62.68 53.77 676.72 815.66 896.12
245 mt_961_use2010_last_save_rnk500_idxctrl 11.07 -8.65 -62.84 -67.42 -62.84 53.61 676.57 815.50 895.96
252 mt_962_use2019_best_save_rnk500_idxctrl 9.63 -10.09 -64.27 -68.86 -64.27 52.17 675.13 814.06 894.52
255 mt_961_use2013_best_save_rnk500_idxctrl 8.56 -11.16 -65.34 -69.93 -65.35 51.10 674.06 812.99 893.45
259 mt_962_use2024_last_save_rnk500_idxctrl 7.50 -12.22 -66.41 -70.99 -66.41 50.04 673.00 811.93 892.39
263 mt_961_use2015_best_save_rnk500_idxctrl 7.27 -12.45 -66.63 -71.22 -66.63 49.81 672.77 811.70 892.16
266 mt_962_use2021_best_save_rnk500_idxctrl 6.83 -12.89 -67.08 -71.66 -67.08 49.37 672.33 811.26 891.72
270 mt_962_use2013_best_save_rnk500_idxctrl 6.31 -13.41 -67.59 -72.18 -67.59 48.85 671.81 810.74 891.20
271 mt_962_use2012_best_save_rnk500_idxctrl 5.83 -13.89 -68.07 -72.66 -68.07 48.38 671.33 810.27 890.72
280 mt_962_use2023_best_save_rnk500_idxctrl 4.38 -15.34 -69.52 -74.11 -69.52 46.93 669.88 808.82 889.27
283 mt_962_use2017_best_save_rnk500_idxctrl 3.47 -16.25 -70.43 -75.02 -70.43 46.02 668.97 807.91 888.36
285 mt_961_use2014_best_save_rnk500_idxctrl 3.08 -16.64 -70.82 -75.41 -70.82 45.63 668.58 807.52 887.97
289 mt_962_use2014_last_save_rnk500_idxctrl 1.62 -18.10 -72.28 -76.87 -72.28 44.17 667.12 806.06 886.52
291 mt_962_use2022_last_save_rnk500_idxctrl 0.75 -18.97 -73.15 -77.74 -73.15 43.30 666.25 805.19 885.65
297 mt_962_use2023_last_save_rnk500_idxctrl -0.48 -20.20 -74.39 -78.97 -74.39 42.06 665.02 803.95 884.41
310 mt_962_use2020_last_save_rnk500_idxctrl -4.23 -23.95 -78.13 -82.72 -78.13 38.32 661.27 800.21 880.66
315 mt_962_use2021_last_save_rnk500_idxctrl -4.85 -24.57 -78.75 -83.34 -78.75 37.70 660.65 799.59 880.05
316 mt_961_use2021_best_save_rnk500_idxctrl -4.98 -24.70 -78.88 -83.47 -78.88 37.56 660.52 799.45 879.91
320 mt_962_use2015_best_save_rnk500_idxctrl -6.10 -25.82 -80.00 -84.59 -80.00 36.45 659.40 798.34 878.79
326 mt_962_use2014_best_save_rnk500_idxctrl -7.22 -26.95 -81.13 -85.72 -81.13 35.32 658.28 797.21 877.67
350 mt_962_use2022_best_save_rnk500_idxctrl -13.39 -33.11 -87.29 -91.88 -87.29 29.16 652.11 791.05 871.51
359 mt_962_use2020_best_save_rnk500_idxctrl -16.33 -36.05 -90.23 -94.82 -90.23 26.21 649.17 788.10 868.56